This is the third and final post investigating day of the month seasonality effects in global equity market indices. In part 1 we looked at U.S. indices; in part 2 we saw that the effects were even more powerful in three major…
- Mentally unperturbed though, so I'm probably going to be increasing leverage going forward.
- Had my worst day ever today, two trades simultaneously going really bad...going to have another look at risk mgmt, maybe overlooked somethng
- RT @EmanuelDerman: 2/4 Efficient Market Hypothesis: Can’t forecast the market so I’ll make it’s impossibility a principle.
- An Anatomy of Commodity Futures Risk Premia http://t.co/M2VQV8WsTx
- v0.3 of the QUSMA Performance Analytics Suite adds support for multiple accounts and fixes several bugs. Changelog: https://t.co/2BS0hkIkkR
alpha curves C# CAC40 DAX FTSE100 candlestick patterns CFD cross validation CRTDR data mining DOTM DTW Dynamic Time Warping equal risk contribution ETN GTAA HangSeng IBS effect K Nearest Neighbor machine learning mean reversion minimum correlation minimum volatility momentum MultiCharts .NET NASDAQ100 new highs new lows Nikkei225 PCA portfolio optimization QQQ relative strength risk parity Russell2000 S&P500 seasonality SPY STI swing trend following UDIDSRI VIX VIXY VXV WVF XIV